Related papers: A simple solver for the fractional Laplacian in mu…
We study the numerical evaluation of the integral fractional Laplacian and its application in solving fractional diffusion equations. We derive a pseudo-spectral formula for the integral fractional Laplacian operator based on fractional…
We develop a spectral low-mode reduced solver for second-order elliptic boundary value problems with spatially varying diffusion coefficients. The approach projects standard finite difference or finite element discretization onto a global…
This work is on a user-friendly reduced basis method for solving a family of parametric PDEs by preconditioned Krylov subspace methods including the conjugate gradient method, generalized minimum residual method, and bi-conjugate gradient…
We study a discretization technique for the parabolic fractional obstacle problem in bounded domains. The fractional Laplacian is realized as the Dirichlet-to-Neumann map for a nonuniformly elliptic equation posed on a semi-infinite…
The purpose of this work is to introduce and analyze a numerical scheme to efficiently solve boundary value problems involving the spectral fractional Laplacian. The approach is based on a reformulation of the problem posed on a…
We consider the spectral definition of the fractional Laplace operator and study a basic linear problem involving this operator and singular forcing. In two dimensions, we introduce an appropriate weak formulation in fractional Sobolev…
The study of fractional order differential operators is receiving renewed attention in many scientific fields. In order to accommodate researchers doing work in these areas, there is a need for highly scalable numerical methods for solving…
We analyze a nonlocal diffusion operator having as special cases the fractional Laplacian and fractional differential operators that arise in several applications. In our analysis, a nonlocal vector calculus is exploited to define a weak…
In this paper, we consider a fast and second-order implicit difference method for approximation of a class of time-space fractional variable coefficients advection-diffusion equation. To begin with, we construct an implicit difference…
In this paper, we focus on designing a well-conditioned Glarkin spectral methods for solving a two-sided fractional diffusion equations with drift, in which the fractional operators are defined neither in Riemann-Liouville nor Caputo sense,…
We design and analyze solution techniques for a linear-quadratic optimal control problem involving the integral fractional Laplacian. We derive existence and uniqueness results, first order optimality conditions, and regularity estimates…
This work considers the iterative solution of large-scale problems subject to non-symmetric matrices or operators arising in discretizations of (port-)Hamiltonian partial differential equations. We consider problems governed by an operator…
In this note we present a multigrid preconditioning method for solving quadratic optimization problems constrained by a fractional diffusion equation. Multigrid methods within the all-at-once approach to solve the first order-order…
We introduce a general coupled system of parabolic equations with quadratic nonlinear terms and diffusion terms defined by fractional powers of the Laplacian operator. We develop a method to establish the rigorous convergence of the…
In this work, we apply a fast and accurate numerical method for solving fractional reaction-diffusion equations in unbounded domains. By using the Fourier-like spectral approach in space, this method can effectively handle the fractional…
Parabolic partial differential equations (PDEs) are in ubiquitous, very effective use to model diffusion processes. However, there are many applications (e.g., such as in hydrology, animal foraging, biology, and light diffusion just do name…
This paper focuses on fast direct solvers for integral equations in the low-to-moderate-frequency regime obtained by leveraging preconditioned first kind or second kind operators regularized with Laplacian filters. The spectral errors…
In this paper, we propose a new class of operator factorization methods to discretize the integral fractional Laplacian $(-\Delta)^\frac{\alpha}{2}$ for $\alpha \in (0, 2)$. The main advantage of our method is to easily increase numerical…
In this paper, we propose accurate and efficient finite difference methods to discretize the two- and three-dimensional fractional Laplacian $(-\Delta)^{\frac{\alpha}{2}}$ ($0 < \alpha < 2$) in hypersingular integral form. The proposed…
In this paper, a second order finite difference scheme is investigated for time-dependent one-side space fractional diffusion equations with variable coefficients. The existing schemes for the equation with variable coefficients have…